Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47588.54 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46190.52 Kr¶

PnL: ---------------------------------------> -698.05 Kr¶

DD now: ---------------------------------> -2.141 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 14:03:55.402330'

Anic Portfolio¶

Today¶

Return: 0.129 %¶

This Week¶

Return: 0.129 %¶

Total¶

Return: 55.793 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.640000 3120.000000 193.000000 6.590000 2927.000000
HMS Networks 2 0.260000 782.000000 109.000000 16.200000 673.000000
Nordea Bank Abp 29 0.660000 3538.000000 84.000000 2.430000 3453.999992
HEBA B 70 -3.490000 2712.500000 76.500000 2.900000 2636.000010
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 -0.140000 3415.200000 38.200000 1.130000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.930000 384.200000 29.200000 8.230000 355.000000
Resurs Holding 22 -1.190000 602.800000 28.800000 5.020000 573.999998
AcadeMedia 12 0.990000 585.120000 28.120000 5.050000 557.000004
Swedbank A 3 0.430000 591.900000 27.900000 4.950000 564.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Intrum 4 -0.730000 544.000000 17.000000 3.230000 527.000000
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.730000 577.800000 7.800000 1.370000 570.000000
Corem Property Group B 59 -5.290000 581.150000 4.150000 0.720000 576.999999
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.410000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.830000 247.200000 1.200000 0.490000 246.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 561.750000 -0.250000 -0.040000 562.000005
Coor Service Management Hold. 8 -1.850000 530.800000 -1.200000 -0.230000 532.000000
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Midsona B 63 -0.110000 567.000000 -16.000000 -2.740000 582.999984
Fasadgruppen Group 35 2.850000 3794.000000 -17.000000 -0.450000 3810.999990
Boozt 12 -2.230000 1633.200000 -20.800000 -1.260000 1653.999996
CTEK 13 -0.260000 508.300000 -25.700000 -4.810000 533.999999
Essity B 2 1.650000 543.200000 -30.800000 -5.370000 574.000000
International Petroleum Corp. 5 -2.350000 560.500000 -34.070000 -5.730000 594.565215
Sampo Oyj SDB 7 0.830000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 26 4.110000 2896.400000 -74.600000 -2.510000 2971.000006
OX2 18 1.430000 1466.100000 -197.900000 -11.890000 1663.999992
Axfood 13 1.650000 3524.300000 -231.700000 -6.170000 3756.000001
Ovzon 52 -2.240000 2719.600000 -642.400000 -19.110000 3361.999992
TOTAL 46190.520000 -698.050000 -2.14138% 46888.564618

Updated:¶

'2023-01-30 14:04:08.616952'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶